bayesreg: Bayesian Regression Models with Global-Local Shrinkage Priors

Fits linear or logistic regression model using Bayesian global-local shrinkage prior hierarchies as described in Polson and Scott (2010) <doi:10.1093/acprof:oso/9780199694587.003.0017>. Handles ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace or Student-t distributed targets using the algorithms summarized in Makalic and Schmidt (2016) <arXiv:1611.06649>.

Package details

AuthorDaniel F. Schmidt [aut, cph, cre], Enes Makalic [aut, cph]
MaintainerDaniel F. Schmidt <daniel.schmidt@monash.edu>
LicenseGPL (>= 3)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bayesreg")

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bayesreg documentation built on June 3, 2019, 5:04 p.m.